+77.2%
CAPR vs ALM
+21.0%
+56.1%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +8.1% | +1.4% | +8.7% |
| 7D | +36.0% | +0.7% | +35.3% | +35.9% |
| 30D | +25.8% | -26.1% | +51.9% | +29.0% |
| 3M | +140.8% | -38.1% | +178.9% | +150.0% |
| 6M | -67.6% | -55.4% | -12.2% | -66.3% |
| YTD | -65.9% | -0.4% | -65.5% | -32.1% |
| All | +77.2% | +21.0% | +56.1% | +396.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ALM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling